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Cumulant Operators for Lie–Wiener–Itô–Poisson Stochastic Integrals

✍ Scribed by Privault, Nicolas


Book ID
121594720
Publisher
Springer US
Year
2013
Tongue
English
Weight
351 KB
Volume
28
Category
Article
ISSN
0894-9840

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The Itô and Stratonovich integrals for s
✍ Mircea Grigoriu 📂 Article 📅 1998 🏛 Elsevier Science 🌐 English ⚖ 808 KB

The relationship between the It6 and the Stratonovich integrals used for solving stochastic differential equations with Gaussian white noise is well known. However, this relationship seems to be less clear when dealing with stochastic differential equations driven by Poisson white noise. It is shown